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Sage covers many things, including symbolic algebra. TMK R does not handle those well ...

Absolutely true. But being able to invoke both would make the software incredibly powerful.

You can invoke R from Sage. http://tutorial.sagenb.org/home/pub/4/

For numeric computations on statistical data I would recommend to keep using R. R does not do symbolic algebra, which is what makes Mathematica so impressive.

If you can use python libraries there are a few libraries which allow you to use R functions through python, so that may be an option.

Edit:

Here they are:

http://rpy.sourceforge.net/rpy2.html http://rpy.sourceforge.net/rpy.html